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Trade: ANKR/USDT/720/VWAP/VWMA/2184

Strategy
ANKR/USDT/720/VWAP/VWMA/2184
Pair
ANKR_USDT
Interval
12h
Score
400089
Daily Profit
0.463693
Profit Factor
4.765119
Profitability
41.935484
Streak
37.115571
Best Strategy
Training Data Length
2255.500000
Evaluation Time
2025-09-25 17:46
Expiration Time
2025-12-01 05:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 934531.3811 1045859.4887 -111328.1076 -74156.7049 218821.4062 -292978.1111
Total P&L (%) 934.5314 1045.8595 -111.3281 -74.1567 218.8214 -292.9781
Avg Daily Profit (%) 0.4143 0.4637 -0.0494 -0.06 0.0514 0
Buy And Hold Return (%) 434.3249 434.3249 434.3249 434.3249 434.3249 434.3249
Max Trade Drawdown -189206 -126536 -93247 -375032 -111019 -287798
Profit Factor 2.6923 4.7651 0.5944 0.8719 2.0764 0.2196
Total Trades 62 31 31 62 31 31
Winning Trades 31 13 18 31 13 18
Losing Trades 31 18 13 31 18 13
Profitability (%) 50 41.9355 58.0645 50 41.9355 58.0645
Ratio Avg Win / Avg Loss 2.6923 6.5979 0.4293 0.8719 2.875 0.1586
Largest Winning Trade 916360 916360 25919 361433 361433 12851
Largest Losing Trade -74951 -59903 -74951 -188624 -59903 -188624
Avg Bars in Trades 65 71 58 65 71 58
Avg Bars in Winners 79 102 63 79 102 63
Avg Bars in Losers 50 49 51 50 49 51
Bars Traded 4041 2227 1815 4041 2227 1815
Profit Streak 0 37.1156 0 0 37.1156 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149371 400089 -579772 -739277 -288709 -579772

Evaluation Data

{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4511,
    "evaluation_days": 2255.5,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1570579200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758811585337,
    "expiration_time": 1764561456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 155
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            934531.3810976659,
            1045859.4886602382,
            -111328.1075625719,
            -74156.7049066714,
            218821.4062035194,
            -292978.1111101909
        ],
        [
            934.531381,
            1045.859489,
            -111.328108,
            -74.156705,
            218.821406,
            -292.978111
        ],
        [
            0.414334,
            0.463693,
            -0.049359,
            -0.059974,
            0.051419,
            0
        ],
        [
            434.324943,
            434.324943,
            434.324943,
            434.324943,
            434.324943,
            434.324943
        ],
        [
            -189206,
            -126536,
            -93247,
            -375032,
            -111019,
            -287798
        ],
        [
            2.69225,
            4.765119,
            0.594383,
            0.871854,
            2.076424,
            0.219562
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            31,
            13,
            18,
            31,
            13,
            18
        ],
        [
            31,
            18,
            13,
            31,
            18,
            13
        ],
        [
            50,
            41.935484,
            58.064516,
            50,
            41.935484,
            58.064516
        ],
        [
            2.69225,
            6.597857,
            0.429276,
            0.871854,
            2.875048,
            0.158573
        ],
        [
            916360,
            916360,
            25919,
            361433,
            361433,
            12851
        ],
        [
            -74951,
            -59903,
            -74951,
            -188624,
            -59903,
            -188624
        ],
        [
            65,
            71,
            58,
            65,
            71,
            58
        ],
        [
            79,
            102,
            63,
            79,
            102,
            63
        ],
        [
            50,
            49,
            51,
            50,
            49,
            51
        ],
        [
            4041,
            2227,
            1815,
            4041,
            2227,
            1815
        ],
        [
            0,
            37.115571,
            0,
            0,
            37.115571,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149371,
            400089,
            -579772,
            -739277,
            -288709,
            -579772
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ANKR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4511,
    "evaluation_days": 2255.5,
    "actual_first_datapoint_time": 1563883200000,
    "first_datapoint_time": 1570579200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758811585337,
    "expiration_time": 1764561456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 155
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)